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LQDW vs. BSCQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQDW vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LQDW achieves a 1.25% return, which is significantly lower than BSCQ's 1.55% return.


LQDW

1D
-0.20%
1M
0.83%
YTD
1.25%
6M
1.65%
1Y
6.49%
3Y*
3.79%
5Y*
10Y*

BSCQ

1D
0.08%
1M
0.34%
YTD
1.55%
6M
1.92%
1Y
4.41%
3Y*
5.06%
5Y*
1.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQDW vs. BSCQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
1.25%9.05%2.60%3.99%-6.78%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
1.55%5.02%4.86%5.71%-1.16%

Correlation

The correlation between LQDW and BSCQ is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2022

0.53

The correlation between LQDW and BSCQ shifts across timeframes, from -0.00 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LQDW vs. BSCQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LQDW
LQDW Risk / Return Rank: 5454
Overall Rank
LQDW Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 5353
Sortino Ratio Rank
LQDW Omega Ratio Rank: 6161
Omega Ratio Rank
LQDW Calmar Ratio Rank: 5050
Calmar Ratio Rank
LQDW Martin Ratio Rank: 5454
Martin Ratio Rank

BSCQ
BSCQ Risk / Return Rank: 9999
Overall Rank
BSCQ Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BSCQ Sortino Ratio Rank: 9999
Sortino Ratio Rank
BSCQ Omega Ratio Rank: 9999
Omega Ratio Rank
BSCQ Calmar Ratio Rank: 9999
Calmar Ratio Rank
BSCQ Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LQDW vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


LQDWBSCQDifference
Sharpe ratioReturn per unit of total volatility

-5.21

Sortino ratioReturn per unit of downside risk

-12.61

Omega ratioGain probability vs. loss probability

1.38

3.45

-2.07

Calmar ratioReturn relative to maximum drawdown

2.51

43.24

-40.72

Martin ratioReturn relative to average drawdown

9.39

179.65

-170.25

LQDW vs. BSCQ - Sharpe Ratio Comparison

The current LQDW Sharpe Ratio is 1.85, which is lower than the BSCQ Sharpe Ratio of 7.06. The chart below compares the historical Sharpe Ratios of LQDW and BSCQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LQDWBSCQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

7.06

-5.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.60

-0.15

Drawdowns

LQDW vs. BSCQ - Drawdown Comparison

The maximum LQDW drawdown since its inception was -9.20%, smaller than the maximum BSCQ drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for LQDW and BSCQ.


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Drawdown Indicators


LQDWBSCQDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-16.50%

+7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.59%

-0.10%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.74%

-1.13%

-5.61%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

Current Drawdown

Current decline from peak

-0.35%

0.00%

-0.35%

Average Drawdown

Average peak-to-trough decline

-2.35%

-2.85%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.02%

+0.67%

Volatility

LQDW vs. BSCQ - Volatility Comparison

iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) has a higher volatility of 1.46% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.17%. This indicates that LQDW's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LQDWBSCQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

0.17%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

0.43%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

0.63%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

3.30%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

4.77%

+0.72%

LQDW vs. BSCQ - Expense Ratio Comparison

LQDW has a 0.34% expense ratio, which is higher than BSCQ's 0.10% expense ratio.


Dividends

LQDW vs. BSCQ - Dividend Comparison

LQDW's dividend yield for the trailing twelve months is around 12.57%, more than BSCQ's 4.12% yield.


PositionTTM2025202420232022202120202019201820172016
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.12%4.14%4.05%3.53%2.54%1.91%2.42%2.96%3.32%2.92%0.51%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
12.57%16.02%15.74%19.28%8.85%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LQDW and BSCQ have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LQDW has higher volatility (1.46%) compared to BSCQ (0.17%). In terms of maximum drawdown, LQDW dropped -9.20% vs BSCQ's -16.50%.

On 3-year performance, BSCQ leads with 5.06% vs 3.79% for LQDW. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSCQ has performed better with a 5.06% return vs 3.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSCQ is cheaper with a 0.10% expense ratio, compared with 0.34% for LQDW.

LQDW has the higher dividend yield at 12.57%, compared with 4.12% for BSCQ.

LQDW tracks CBOE LQD BuyWrite Index, while BSCQ tracks NASDAQ BulletShares USD Corporate Bond 2026 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.34% for LQDW and 0.10% for BSCQ.

BSCQ currently has the higher Sharpe Ratio (7.06 vs 1.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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